Are there asymmetric relations between real interest rates and agricultural commodity prices? Testing for threshold effects of US real interest rates and adjusted wheat, corn, and soybean prices-Reference-Cited by-同舟云学术

Are there asymmetric relations between real interest rates and agricultural commodity prices? Testing for threshold effects of US real interest rates and adjusted wheat, corn, and soybean prices

Published:2019-02-07 Issue:1 Volume:59 Page:371-394
ISSN:0377-7332
Container-title:Empirical Economics
language:en
Short-container-title:Empir Econ

Author:

Castro Campos Bente^ORCID

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Link

http://link.springer.com/article/10.1007/s00181-019-01636-1/fulltext.html

Reference34 articles.

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3. Bordo MD (1980) The effects of monetary change on relative commodity prices and the role of long-term contracts. J Polit Econ 88(6):1088–1109

4. Caner M, Hansen BE (2004) Instrumental variable estimation of a threshold model. Econom Theory 20(5):813–843. https://doi.org/10.1017/S0266466604205011

5. Chen S-T, Kuo H-I, Chen C-C (2010) Modeling the relationship between the oil price and global food prices. Appl Energy 87(8):2517–2525. https://doi.org/10.1016/j.apenergy.2010.02.020

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